+91.1%
PCG vs CNP
+1,840.9%
-1,749.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.3% |
| 7D | 0.0% | -5.3% | +5.3% | +2.0% |
| 30D | +5.8% | +3.7% | +2.2% | +4.3% |
| 3M | -22.8% | -1.1% | -21.7% | -22.5% |
| 6M | -18.4% | -7.1% | -11.3% | -16.2% |
| YTD | -16.9% | +6.0% | -22.9% | -18.7% |
| 1Y | -17.6% | +5.2% | -22.8% | -19.2% |
| 3Y | -20.0% | +57.5% | -77.5% | -32.9% |
| 5Y | +16.0% | +70.0% | -54.0% | -5.3% |
| 10Y | -76.7% | +137.8% | -214.5% | -83.2% |
| All | +91.1% | +1,840.9% | -1,749.8% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling